Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207063.9548 | 210497.9863 | -3434.0315 | 347994.8563 | 200102.8574 | 147891.9989 |
Total P&L (%) | 207.064 | 210.498 | -3.434 | 347.9949 | 200.1029 | 147.892 |
Avg Daily Profit (%) | 0.1664 | 0.1691 | -0.0028 | 0.1206 | 0.0883 | 0.073 |
Buy And Hold Return (%) | 87.3065 | 87.3065 | 87.3065 | 87.3065 | 87.3065 | 87.3065 |
Max Trade Drawdown | -162843 | -46026 | -134721 | -172120 | -172120 | -123968 |
Profit Factor | 1.3653 | 2.1243 | 0.991 | 1.57 | 1.7335 | 1.4379 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 127 | 62 | 65 | 117 | 58 | 59 |
Losing Trades | 21 | 12 | 9 | 31 | 16 | 15 |
Profitability (%) | 85.8108 | 83.7838 | 87.8378 | 79.0541 | 78.3784 | 79.7297 |
Ratio Avg Win / Avg Loss | 0.2258 | 0.4111 | 0.1372 | 0.416 | 0.4782 | 0.3656 |
Largest Winning Trade | 16584 | 16584 | 16043 | 56461 | 48336 | 56461 |
Largest Losing Trade | -134721 | -46026 | -134721 | -172120 | -172120 | -127815 |
Avg Bars in Trades | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Winners | 14 | 15 | 14 | 20 | 22 | 18 |
Avg Bars in Losers | 133 | 143 | 120 | 74 | 86 | 62 |
Bars Traded | 4706 | 2669 | 2037 | 4706 | 2669 | 2037 |
Profit Streak | 24.6286 | 60.6286 | 24.6286 | 24.6286 | 60.6286 | 24.6286 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305542 | -53861 | -638565 | -28150 | -138359 | -163762 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4978, "evaluation_days": 1244.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1655791200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759590314472, "expiration_time": 1762804944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 173, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 207063.954775359, 210497.9862541431, -3434.0314787841, 347994.856338373, 200102.857406969, 147891.9989314041 ], [ 207.063955, 210.497986, -3.434031, 347.994856, 200.102857, 147.891999 ], [ 0.166383, 0.169143, -0.002759, 0.120572, 0.088344, 0.072973 ], [ 87.306502, 87.306502, 87.306502, 87.306502, 87.306502, 87.306502 ], [ -162843, -46026, -134721, -172120, -172120, -123968 ], [ 1.365311, 2.124264, 0.990953, 1.570009, 1.733534, 1.43792 ], [ 148, 74, 74, 148, 74, 74 ], [ 127, 62, 65, 117, 58, 59 ], [ 21, 12, 9, 31, 16, 15 ], [ 85.810811, 83.783784, 87.837838, 79.054054, 78.378378, 79.72973 ], [ 0.22576, 0.411148, 0.137209, 0.415985, 0.478216, 0.365573 ], [ 16584, 16584, 16043, 56461, 48336, 56461 ], [ -134721, -46026, -134721, -172120, -172120, -127815 ], [ 31, 36, 27, 31, 36, 27 ], [ 14, 15, 14, 20, 22, 18 ], [ 133, 143, 120, 74, 86, 62 ], [ 4706, 2669, 2037, 4706, 2669, 2037 ], [ 24.62864, 60.62864, 24.62864, 24.62864, 60.62864, 24.62864 ], [ 7, 7, 3, 7, 7, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305542, -53861, -638565, -28150, -138359, -163762 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4978, "evaluation_days": 1244.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1655791200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759590314472, "expiration_time": 1762804944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 173, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|